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Analysing Volatility of Indian Stock Markets Using Eviews

Analysing Volatility of Indian Stock Markets Using Eviews

Joshi Prashant

48,91 €
IVA incluido
Disponible
Editorial:
KS OmniScriptum Publishing
Año de edición:
2014
Materia
Empresa y gestión
ISBN:
9783659575464
48,91 €
IVA incluido
Disponible

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Sobre IBD

Volatility is an important phenomenon in any market in general and stock markets in particular. Analysing stock market volatility has been subject matter of great concern to policy makers and practioners. The book attempts to analyse nature and pattern of volatility of Indian Stock Markets using ARCH/GARCH classes of models. The book follows a unique approach to analyse the data set using EViews software. It explains step-by-step procedure to carry out the data analysis. This makes the analysis and interpretation easy to understand and follow. Any researcher who wants to perform time series data analysis will certainly find the approach useful.

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